+10,286.5%
AXP vs ODFL
+30,157.5%
-19,871.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.2% | -1.7% |
| 7D | -2.1% | +0.6% | -2.8% | -2.3% |
| 30D | +2.7% | -6.3% | +8.9% | +3.7% |
| 3M | -7.3% | -19.1% | +11.8% | -4.0% |
| 6M | +1.8% | -9.9% | +11.7% | +3.1% |
| YTD | -13.1% | +9.9% | -23.0% | -15.3% |
| 1Y | -13.7% | +24.4% | -38.1% | -17.7% |
| 3Y | +113.1% | -11.0% | +124.1% | +112.9% |
| 5Y | +85.9% | -1.4% | +87.4% | +80.9% |
| 10Y | +416.7% | +555.3% | -138.6% | +280.4% |
| All | +10,286.5% | +30,157.5% | -19,871.1% | +5,413.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ODFL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling